+390.9%
AMD vs DHI
+60.0%
+330.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +14.0% | -2.3% | +16.4% | +15.0% |
| 30D | +11.0% | -5.3% | +16.2% | +13.0% |
| 3M | +9.6% | -7.8% | +17.3% | +12.3% |
| 6M | +157.1% | -5.4% | +162.5% | +159.3% |
| YTD | +143.3% | -2.7% | +146.0% | +139.8% |
| 1Y | +234.4% | -21.0% | +255.4% | +257.3% |
| 3Y | +391.2% | +22.2% | +369.0% | +264.6% |
| 5Y | +390.9% | +62.2% | +328.7% | +181.6% |
| All | +390.9% | +60.0% | +330.9% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DHI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling